How to hide particle source in proxy
What Mzidare said was right. I went back to the project today, and tried again. Yes, you can select the ball separately and move it to another layer just like you would if the group was not linked. I tried it with the ball included in the group I linked and with it not in the group and I had the same result. I was pretty sure that I had tried that before, but I guess I must have done something wrong.  Mzidare, if you want you can re-post your comment as an answer and I'll up-vote it.